Does the inclusion of systemic risk and market uncertainty indicators in the family of GARCH-X models improve modelling of tail risk measures for the banking industry?
type: CreativeWork
author: Boiarchuk, B.D.
language: eng
date published: 2025
date modified: 2026-07-24T05:03:26Z
provider: Tilburg University
publisher: Networked Digital Library of Theses and Dissertations
type: WebPage
source organization: Tilburg University